Wavelet series representation and geometric properties of harmonizable fractional stable sheets

DOI10.1080/17442508.2019.1594811MaRDI QIDQ5086471zbMATH OpenOpenAlexFDO

Authors Antoine Ayache, Narn-Rueih Shieh, Y. Xiao

Publication date 5 July 2022

Published in Stochastics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1903.04397

zbMATH Keywords

Hausdorff dimensionlocal timesinverse imagestrong local nondeterminismwavelet series representationLePage representationharmonizable fractional stable sheets

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Gaussian processes (60G15) Random fields (60G60) Sample path properties (60G17) Self-similar stochastic processes (60G18)

Abstract: Let $Z^H=Z^H(t),tin{R}^N$ be a real-valued $N$-parameter harmonizable fractional stable sheet with index $H=(H_1,ldots,H_N)in(0,1{)}^N$. We establish a random wavelet series expansion for $Z^H$ which is almost surely convergent in all the H"older spaces $C^{g}amma([-M,M{]}^N)$, where $M>0$ and $gammain(0,min{H}_1,ldots,H_N)$ are arbitrary. One of the main ingredients for proving the latter result is the LePage representation for a rotationally invariant stable random measure. Also, let $X=X(t),tin{R}^N$ be an $R^d$-valued harmonizable fractional stable sheet whose components are independent copies of $Z^H$. By making essential use of the regularity of its local times, we prove that, on an event of positive probability, the formula for the Hausdorff dimension of the inverse image $X^{-1}(F)$ holds for all Borel sets $Fsubseteq{R}^d$. This is referred to as a uniform Hausdorff dimension result for the inverse images.

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• Linear fractional stable sheets: Wavelet expansion and sample path properties
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